haylaavo

BDL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 425

Spot
996.08
Future
999.30
Forward
999.30
PCR (OI)
—
Puts 1,275 / Calls —
PCR (volume)
—
Puts 3 / Calls —
Max pain
1,000
strike with least total payout to holders
Highest OI
— CE · 800 PE
ΔOI calls +— · puts +850
Open interest by strike
CallsPuts│ ATM┊ Max pain
0212.54254258008809601,0401,120
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——48.260.00233.5080010.150.0037.63—425Neutral
——45.89—202.0084023.05—37.48——
Neutral——44.240.00173.0088033.450.0037.28——Neutral
Neutral——43.090.00146.6592035.40-11.0537.27+425425Short buildup
Neutral——42.270.00123.1096062.250.0036.76——Neutral
Neutral——41.680.00102.351,00067.70-13.2035.72+425425Short buildup
Neutral——41.240.0084.351,040102.300.0035.94——Neutral
Neutral——40.910.0068.901,080126.250.0035.35——Neutral
Neutral——40.650.0055.851,120152.550.0034.55——Neutral
Neutral——40.280.0035.951,200211.400.0031.81——Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.